Trading Metrics calculated at close of trading on 23-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,038.75 |
3,972.75 |
-66.00 |
-1.6% |
3,920.50 |
High |
4,073.75 |
4,039.50 |
-34.25 |
-0.8% |
4,009.25 |
Low |
3,966.25 |
3,948.50 |
-17.75 |
-0.4% |
3,839.25 |
Close |
3,970.50 |
3,978.00 |
7.50 |
0.2% |
3,947.00 |
Range |
107.50 |
91.00 |
-16.50 |
-15.3% |
170.00 |
ATR |
79.23 |
80.07 |
0.84 |
1.1% |
0.00 |
Volume |
1,802,929 |
2,236,954 |
434,025 |
24.1% |
14,354,296 |
|
Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,261.75 |
4,210.75 |
4,028.00 |
|
R3 |
4,170.75 |
4,119.75 |
4,003.00 |
|
R2 |
4,079.75 |
4,079.75 |
3,994.75 |
|
R1 |
4,028.75 |
4,028.75 |
3,986.25 |
4,054.25 |
PP |
3,988.75 |
3,988.75 |
3,988.75 |
4,001.50 |
S1 |
3,937.75 |
3,937.75 |
3,969.75 |
3,963.25 |
S2 |
3,897.75 |
3,897.75 |
3,961.25 |
|
S3 |
3,806.75 |
3,846.75 |
3,953.00 |
|
S4 |
3,715.75 |
3,755.75 |
3,928.00 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,441.75 |
4,364.50 |
4,040.50 |
|
R3 |
4,271.75 |
4,194.50 |
3,993.75 |
|
R2 |
4,101.75 |
4,101.75 |
3,978.25 |
|
R1 |
4,024.50 |
4,024.50 |
3,962.50 |
4,063.00 |
PP |
3,931.75 |
3,931.75 |
3,931.75 |
3,951.25 |
S1 |
3,854.50 |
3,854.50 |
3,931.50 |
3,893.00 |
S2 |
3,761.75 |
3,761.75 |
3,915.75 |
|
S3 |
3,591.75 |
3,684.50 |
3,900.25 |
|
S4 |
3,421.75 |
3,514.50 |
3,853.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,073.75 |
3,897.25 |
176.50 |
4.4% |
85.75 |
2.2% |
46% |
False |
False |
1,922,925 |
10 |
4,073.75 |
3,839.25 |
234.50 |
5.9% |
95.00 |
2.4% |
59% |
False |
False |
2,356,044 |
20 |
4,119.50 |
3,839.25 |
280.25 |
7.0% |
79.00 |
2.0% |
50% |
False |
False |
1,210,801 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.2% |
72.25 |
1.8% |
34% |
False |
False |
607,747 |
60 |
4,244.75 |
3,838.00 |
406.75 |
10.2% |
70.25 |
1.8% |
34% |
False |
False |
405,819 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
72.75 |
1.8% |
37% |
False |
False |
304,533 |
100 |
4,244.75 |
3,770.50 |
474.25 |
11.9% |
73.75 |
1.9% |
44% |
False |
False |
243,663 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.2% |
78.25 |
2.0% |
61% |
False |
False |
203,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,426.25 |
2.618 |
4,277.75 |
1.618 |
4,186.75 |
1.000 |
4,130.50 |
0.618 |
4,095.75 |
HIGH |
4,039.50 |
0.618 |
4,004.75 |
0.500 |
3,994.00 |
0.382 |
3,983.25 |
LOW |
3,948.50 |
0.618 |
3,892.25 |
1.000 |
3,857.50 |
1.618 |
3,801.25 |
2.618 |
3,710.25 |
4.250 |
3,561.75 |
|
|
Fisher Pivots for day following 23-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,994.00 |
4,011.00 |
PP |
3,988.75 |
4,000.00 |
S1 |
3,983.25 |
3,989.00 |
|